| 臺大學術典藏 |
2018-09-10T06:39:26Z |
Generalised Geske-Johnson interpolation of option prices
|
Shackleton, Mark B.;Chung, San Lin;SAN-LIN CHUNG; Shackleton, Mark B.; Chung, San Lin; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T06:39:26Z |
Generalised Geske-Johnson interpolation of option prices
|
Shackleton, Mark B.;Chung, San Lin;SAN-LIN CHUNG; Shackleton, Mark B.; Chung, San Lin; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T06:04:39Z |
附加年金制的遠期契約價值及政策意涵分析
|
陳芬苓;張森林; 陳芬苓; 張森林; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T06:04:39Z |
No-arbitrage Term Structure Models
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T05:30:45Z |
Option Pricing for the Transformed-Binomial Class
|
Camara, A.;S. L. Chung; Camara, A.; S. L. Chung; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T05:00:55Z |
Enhancing the Computational Efficiency for the Monte Carlo Simulation Approach
|
張傳章;張森林;林忠機; 張傳章; 張森林; 林忠機; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T05:00:55Z |
Toward option values of near machine precision using Gaussian Quadrature
|
Chung, S. L.;M. Shackleton; Chung, S. L.; M. Shackleton; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T05:00:54Z |
CB Asset Swaps and CB Options: Structure and Pricing
|
Chung, S. L.;H. W. Lai;S. Y. Lin;G. Shyy; Chung, S. L.; H. W. Lai; S. Y. Lin; G. Shyy; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:54Z |
The Simplest American and Real Option Approximations: Geske-Jahnson Interpolation in maturity and yield
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:54Z |
The Simplest American and Real Option Approximations: Geske-Jahnson Interpolation in maturity and yield
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:54Z |
The Simplest American and Real Option Approximations: Geske-Jahnson Interpolation in maturity and yield
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:53Z |
Efficient Quadratic Approximation of Floating Strike Asian Option Values
|
Chung, S. L.;M. Shackleton;R. Wojakowski; Chung, S. L.; M. Shackleton; R. Wojakowski; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:53Z |
A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates
|
張森林; 張森林; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:37Z |
Richardson Extrapolation Techniques for the pricing of American-Style options
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:37Z |
Pricing Quanto Equity Swaps in Stochastic Interest Rate Economy
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:35Z |
The Binomial Black Scholes Model and the Greeks
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:35Z |
The Binomial Black Scholes Model and the Greeks
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:35Z |
The Binomial Black Scholes Model and the Greeks
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T03:51:36Z |
Monte Carlo Estimations of Greeks
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T03:51:36Z |
Efficient Quadratic Approximation of Floating Strike Asian Option Values
|
Chung, S. L.;M. Shackleton;R. Wojakowski; Chung, S. L.; M. Shackleton; R. Wojakowski; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T03:51:35Z |
Valuation and Hedging of American-Style Lookback and Barrier Options
|
Chang, C. C.;S. L. Chung; Chang, C. C.; S. L. Chung; SAN-LIN CHUNG |
